標(biāo)題: Titlebook: Mathematical and Statistical Methods for Actuarial Sciences and Finance; MAF 2016 Marco Corazza,Florence Legros,Marilena Sibillo Book 2017 [打印本頁] 作者: 削木頭 時(shí)間: 2025-3-21 17:03
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作者: MURAL 時(shí)間: 2025-3-21 20:51
Provisions for Outstanding Claims with Distance-Based Generalized Linear Models, future payments and total payment, and also to the calendar years future payments using DB-GLM in the general case of the power families of error distributions and link functions. We make an application with the well known run-off triangle of Taylor and Ashe.作者: 祖先 時(shí)間: 2025-3-22 03:20
Optimal Portfolio Selection for an Investor with Asymmetric Attitude to Gains and Losses,istributed stock and a risk free bond. We compare the optimal payoffs of CPT-investor with the optimal payoffs of the investor that maximizes expected power utility over terminal payoffs, subject to budget constraint on initial wealth.作者: 博愛家 時(shí)間: 2025-3-22 06:41
finance.Includes both theoretical/methodological papers and.This volume gathers selected peer-reviewed papers presented at the international conference "MAF 2016 – Mathematical and Statistical Methods for Actuarial Sciences and Finance”, held in Paris (France) at the Université Paris-Dauphine from 作者: Obstreperous 時(shí)間: 2025-3-22 10:31
The Effect of Credit Rating Events on the Emerging CDS Market,redit risk. Moreover, we find that downgrades are more likely to spill over into other emerging markets than upgrades, and they do so with a greater impact. Finally, there is enough evidence of cross-over effects to support the importance of this study.作者: 躺下殘殺 時(shí)間: 2025-3-22 15:44
A Network Approach to Risk Theory and Portfolio Selection,ritten in this particular setting. Surprisingly, we will note that the resulting decision problem is not consistent with an adapted version of the axiomatization of the standard expected utility theory.作者: 輕信 時(shí)間: 2025-3-22 18:13
Profitability vs. Attractiveness Within a Performance Analysis of a Life Annuity Business,king, giving to it a central role in the company management strategy. Such index is characterized by a simple mathematical structure and fits to the purpose: in fact it provides clear indications to the manager about the influence of the load factor on the performance of the life annuity business line.作者: mechanical 時(shí)間: 2025-3-22 21:29
A Generalised Linear Model Approach to Predict the Result of Research Evaluation,er-review indicators and the departmental .-indices for the period 2008–2014 as bibliometric indicators. The results show that a joint use of bibliometric and peer-review indicators can be an effective tool to predict the research evaluation made by REF.作者: 史前 時(shí)間: 2025-3-23 05:03 作者: CHIP 時(shí)間: 2025-3-23 09:23
Book 2017surance and finance is a very fruitful field, one that yields unique?.theoretical models and practical applications, as well as new insights in the discussion of problems of national and international interest.. .This volume is addressed to academicians, researchers, Ph.D. students and professionals..作者: 脫落 時(shí)間: 2025-3-23 10:40
Book 2017arial Sciences and Finance”, held in Paris (France) at the Université Paris-Dauphine from March 30 to April 1, 2016..The contributions highlight new ideas on mathematical and statistical methods in actuarial sciences and finance. The cooperation between mathematicians and statisticians working in in作者: Magnitude 時(shí)間: 2025-3-23 15:24
Markov Switching GARCH Models: Filtering, Approximations and Duality,ace representation, we are able to give a unique framework to reconcile the estimation obtained by filtering procedure with that coming from some auxiliary models proposed in the literature. Estimation on short-term interest rates shows the feasibility of the proposed approach.作者: 富饒 時(shí)間: 2025-3-23 21:03
Uncertainty in Historical Value-at-Risk: An Alternative Quantile-Based Risk Measure,risk measure (the Spectrum Stress .) to capture the uncertainty in the historical . approach. This one provides flexibility to the risk manager to implement prudential regulatory framework. It can be a . based stressed risk measure. In the end we propose a stress testing application for it.作者: 審問 時(shí)間: 2025-3-23 23:56 作者: indices 時(shí)間: 2025-3-24 05:34
The Effect of Credit Rating Events on the Emerging CDS Market,First, we find on average a competition (imitation) effect of downgrades (upgrades) among emerging portfolios. Results confirms that non-event portfolios responds positively to credit deteriorations in terms of an improvement in sovereign credit risk. Second, the sovereign credit risk of non-event c作者: NAV 時(shí)間: 2025-3-24 10:10 作者: 鐵塔等 時(shí)間: 2025-3-24 12:21
Projecting Dynamic Life Tables Using Data Cloning,s. We assume that the latent mortality factor of LC is common for all of them, given the linkage among them. On the other hand, hierarchical modeling is usually conducted by Bayesian approach, which has the disadvantage that assumptions on the prior distributions are needed, which are not usually kn作者: cognizant 時(shí)間: 2025-3-24 18:25
Markov Switching GARCH Models: Filtering, Approximations and Duality, dependence which makes the estimation step unfeasible with usual Maximum Likelihood procedure. However, by rewriting the model in a suitable state space representation, we are able to give a unique framework to reconcile the estimation obtained by filtering procedure with that coming from some auxi作者: AVOW 時(shí)間: 2025-3-24 19:40 作者: BIAS 時(shí)間: 2025-3-24 23:45
An Evolutionary Approach to Improve a Simple Trading System,e time-window widths used to calculate them. To attempt to improve the performances of the TS, we optimize these parameters (that is the time-window widths) by the Particle Swarm Optimization (PSO), which is a metaheuristic used to solve global optimization problems. The use of PSO is necessary sinc作者: MORT 時(shí)間: 2025-3-25 06:50
Provisions for Outstanding Claims with Distance-Based Generalized Linear Models,ng the logarithmic link and the parametric family of error distributions named power family. In the particular case of assuming (overdispersed) Poisson and logarithmic link the GLM gives the same provision estimations as those of the Chain-Ladder deterministic method. Now, we are studying the possib作者: 有毛就脫毛 時(shí)間: 2025-3-25 08:56 作者: 不可思議 時(shí)間: 2025-3-25 14:53 作者: 表皮 時(shí)間: 2025-3-25 18:38
Covered Call Writing and Framing: A Cumulative Prospect Theory Approach, risk. It is a very popular strategy used by individual, professional and institutional investors. Previous studies analyze behavioral aspects of the covered call strategy, indicating that hedonic framing and risk aversion may explain the preference of such a strategy with respect to other designs. 作者: 不滿分子 時(shí)間: 2025-3-25 20:16 作者: DRAFT 時(shí)間: 2025-3-26 03:20
e and bonding.Short and concise reports, each written by theThe series Structure and Bonding publishes critical reviews on topics of research concerned with chemical structure and bonding. The scope of the series spans the entire Periodic Table and addresses structure and bonding issues associated w作者: Eosinophils 時(shí)間: 2025-3-26 06:41
Pilar Abad,Antonio Diaz,Ana Escribano,M. Dolores Roblese and bonding.Short and concise reports, each written by theThe series Structure and Bonding publishes critical reviews on topics of research concerned with chemical structure and bonding. The scope of the series spans the entire Periodic Table and addresses structure and bonding issues associated w作者: Mercurial 時(shí)間: 2025-3-26 12:05 作者: optional 時(shí)間: 2025-3-26 16:03
Antonella Basso,Giacomo di Tolloes spans the entire Periodic Table and addresses structure and bonding issues associated with all of the elements. It also focuses attention on new and developing areas of modern structural and theoretical chemistry such as nanostructures, molecular electronics, designed molecular solids, surfaces, 作者: 安撫 時(shí)間: 2025-3-26 17:04
Andrés Benchimol,Irene Albarrán,Juan Miguel Marín,Pablo Alonso-González of our day. Many of us are in pediatric dentistry to be able to better serve these children. When discussing care for children with special health care needs, we must adopt the “People First” language. This means respecting the child or the individual first, and realize that he/she has unique abili作者: neoplasm 時(shí)間: 2025-3-27 00:58
Monica Billio,Maddalena Cavicchioli of our day. Many of us are in pediatric dentistry to be able to better serve these children. When discussing care for children with special health care needs, we must adopt the “People First” language. This means respecting the child or the individual first, and realize that he/she has unique abili作者: ANTI 時(shí)間: 2025-3-27 02:00
https://doi.org/10.1007/978-3-319-50234-2Actuarial sciences; Insurance; Finance; Mathematics; Statistics; quantitative finance作者: enlist 時(shí)間: 2025-3-27 09:08
Modeling Variance Risk Premium,The bias between the expected realized variance under the historical measure and the risk neutral probability introduces the concept of the variance risk premium (VRP). Our work introduced a probabilistic modeling of the VRP via a parametric class of stochastic volatility models which incorporates the nonlinear class.作者: ASSET 時(shí)間: 2025-3-27 10:56 作者: calumniate 時(shí)間: 2025-3-27 17:38 作者: anthesis 時(shí)間: 2025-3-27 21:45 作者: 整潔 時(shí)間: 2025-3-27 23:58 作者: flamboyant 時(shí)間: 2025-3-28 02:51
Pilar Abad,Antonio Diaz,Ana Escribano,M. Dolores Robleshe goal of each volume is to give the reader, whether at a university or in industry, a comprehensive overview of an area where new insights are emerging that are of interest to a larger scientific audience. Th978-3-662-52485-5978-3-642-41160-1Series ISSN 0081-5993 Series E-ISSN 1616-8550 作者: vasospasm 時(shí)間: 2025-3-28 10:04
Projecting Dynamic Life Tables Using Data Cloning,nally, we apply the methodology to a set of linked countries, getting a very satisfactory forecasting, concluding that it can be used in both private insurance companies and public pensions systems in order to forecast mortality and mitigate longevity risk.作者: thalamus 時(shí)間: 2025-3-28 12:17
An Evolutionary Approach to Improve a Simple Trading System,ow lengths. Irrespective of their signs, both in-sample and out-of-sample performances achieved by the TS with optimized parameters are better than those achieved by the benchmark, highlighting that parameter optimization can play an important role in TA-based TSs.作者: 抱狗不敢前 時(shí)間: 2025-3-28 15:09 作者: 有罪 時(shí)間: 2025-3-28 20:03
Antonella Basso,Giacomo di Tollochemical processes are also relevant..The individual volumes in the series are thematic. The goal of each volume is to give the reader, whether at a university or in industry, a comprehensive overview of an area where new insights are emerging that are of interest to a larger scientific audience. Th作者: commensurate 時(shí)間: 2025-3-29 02:58
Andrés Benchimol,Irene Albarrán,Juan Miguel Marín,Pablo Alonso-Gonzálezno other option but to accept the use of general anesthesia for dental rehabilitation. Perhaps with some experience and understanding of nitrous oxide, the use of general anesthesia may be avoided in some of the children with special health care needs.作者: Myosin 時(shí)間: 2025-3-29 03:29 作者: 大量 時(shí)間: 2025-3-29 10:02
Mathematical and Statistical Methods for Actuarial Sciences and FinanceMAF 2016作者: 個(gè)人長(zhǎng)篇演說 時(shí)間: 2025-3-29 12:17
Mathematical and Statistical Methods for Actuarial Sciences and Finance978-3-319-50234-2作者: Condescending 時(shí)間: 2025-3-29 16:50 作者: 繼承人 時(shí)間: 2025-3-29 23:27
Self-Fulfilling Public Debt Crisesal value of the debt through a inflation. As a result, this further increases the risk premium demanded by financial markets and could possibly lead to a spiral of increasing interest rates until the government caves in.作者: Eviction 時(shí)間: 2025-3-30 02:48 作者: Spartan 時(shí)間: 2025-3-30 06:45
